Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-01 0.352489 0.386505 0.423773 0.467891 0.519032 0.576864 0.647808
2025-06-08 0.318804 0.364148 0.416971 0.483905 0.567718 0.670967 0.810699
2025-06-15 0.290717 0.342067 0.404664 0.488229 0.599516 0.746792 0.964202
2025-06-22 0.266631 0.320951 0.389549 0.485025 0.618823 0.807130 1.107794
2025-06-29 0.247574 0.303647 0.376569 0.481736 0.635836 0.865144 1.259499
2025-07-06 0.227840 0.283385 0.357241 0.466704 0.632827 0.891433 1.364888
2025-07-13 0.218642 0.276218 0.354702 0.474711 0.664448 0.976246 1.593513
2025-07-20 0.210239 0.269298 0.351615 0.481109 0.693788 1.061909 1.850132
2025-07-27 0.200269 0.259361 0.343204 0.478176 0.706965 1.120872 2.071102
2025-08-03 0.192782 0.252388 0.338470 0.480307 0.728643 1.199308 2.365678
2025-08-10 0.181460 0.239142 0.323355 0.464124 0.715664 1.206866 2.487738
2025-08-17 0.170784 0.226286 0.308036 0.446319 0.697634 1.200938 2.572627
2025-08-24 0.164980 0.220567 0.303667 0.447079 0.715388 1.276940 2.934709
2025-08-31 0.162714 0.219983 0.307202 0.461602 0.761513 1.427125 3.625563
2025-09-07 0.158334 0.215900 0.304837 0.465434 0.786832 1.535240 4.260566
2025-09-14 0.152912 0.209911 0.298972 0.462357 0.797318 1.608992 4.827415
2025-09-21 0.147893 0.204300 0.293374 0.459250 0.807285 1.684233 5.480244
2025-09-28 0.141197 0.195748 0.282415 0.445206 0.791397 1.684082 5.762539
2025-10-05 0.138831 0.193970 0.282739 0.452672 0.825052 1.837078 7.098975
2025-10-12 0.136336 0.191854 0.282332 0.458637 0.856149 1.993459 8.770020
2025-10-19 0.132547 0.187466 0.277744 0.455900 0.865949 2.084682 10.176077
2025-10-26 0.129741 0.184564 0.275590 0.457886 0.887773 2.225523 12.439872
2025-11-02 0.124434 0.177341 0.265465 0.442784 0.864224 2.195633 12.866046